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JOURNALS // Zhurnal Vychislitel'noi Matematiki i Matematicheskoi Fiziki // Archive

Zh. Vychisl. Mat. Mat. Fiz., 2024 Volume 64, Number 12, Pages 2286–2302 (Mi zvmmf11889)

General numerical methods

Generalizations of the stage order of Runge–Kutta methods

L. M. Skvortsov

3V Services, 127051, Moscow, Russia

Abstract: Runge–Kutta methods are used to solve stiff systems of ordinary differential equations and differential-algebraic equations. The solution of such problems often exhibits order reduction, when, for prescribed accuracy, the actual order of a method is lower than its classical order, which inevitably increases computational costs. To avoid order reduction, the method has to have a sufficiently high stage order. However, methods with the most convenient and efficient implementation have a low stage order. Accordingly, a task of importance is to construct methods of low stage order that have properties of methods with a higher stage order. The construction of methods of this type is addressed in the present paper. Singly diagonally implicit and explicit methods and methods inverse to explicit ones are considered. Results of solving test problems are presented.

Key words: Runge–Kutta methods, stiff and differential-algebraic problems, stage order, pseudo-stage order, weak stage order, quasi-stage order.

UDC: 519.622

Received: 27.05.2024
Revised: 27.05.2024
Accepted: 23.08.2024

DOI: 10.31857/S0044466924120055


 English version:
Computational Mathematics and Mathematical Physics, 2024, 64:12, 2796–2812

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© Steklov Math. Inst. of RAS, 2026